Ronald Koeman's side have failed to defeat either Apollon Limassol or Burnley in their last two home fixtures, but Keane has suggested that any criticism from supporters has not contributed to a lack of confidence at Goodison Park.
The 24-year-old told reporters: "I wouldn't say it's been difficult. We know if we're not playing well then the fans have a right to get on our case.
"It's nice to go away from home and build confidence to bring back to Goodison. We want to create chances, keep teams penned in and we haven't done that enough at Goodison this season. The fans deserve to see that."
Everton are next in action when they play host to Lyon in the Europa League on Thursday night.